Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844)
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English | Markov-Modulated Brownian Motion with Two Reflecting Barriers |
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Markov-Modulated Brownian Motion with Two Reflecting Barriers (English)
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13 January 2011
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stationary distribution
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Markov additive process
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fluid model
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finite buffer
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two-sided reflection
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inverse local time
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overflow process
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